Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 144'000 | 144'000 | 61'685 | 61'685 | 251'036 CHF | 251'654 CHF | 98.98% | 98.98% |
07.05.2024 | 0.25% | 4.19 CHF | 4.20 CHF | 140'000 | 140'000 | 61'347 | 61'347 | 253'326 CHF | 253'941 CHF | 99.67% | 99.67% |
06.05.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 142'000 | 142'000 | 61'387 | 61'387 | 249'554 CHF | 250'169 CHF | 99.96% | 99.96% |
03.05.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 150'000 | 150'000 | 65'518 | 65'518 | 246'356 CHF | 247'012 CHF | 99.91% | 99.91% |
02.05.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 152'000 | 152'000 | 65'137 | 65'137 | 238'673 CHF | 239'325 CHF | 99.97% | 99.97% |
30.04.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 136'000 | 136'000 | 58'955 | 58'955 | 259'971 CHF | 260'562 CHF | 99.97% | 99.97% |
29.04.2024 | 0.24% | 4.35 CHF | 4.36 CHF | 138'000 | 138'000 | 59'594 | 59'594 | 256'695 CHF | 257'292 CHF | 99.36% | 99.36% |
26.04.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 138'000 | 138'000 | 52'354 | 52'354 | 220'671 CHF | 221'195 CHF | 99.47% | 99.47% |
25.04.2024 | 0.26% | 4.03 CHF | 4.04 CHF | 144'000 | 144'000 | 62'092 | 62'092 | 247'125 CHF | 247'747 CHF | 99.86% | 99.86% |
24.04.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 144'000 | 144'000 | 61'256 | 61'256 | 252'785 CHF | 253'398 CHF | 99.89% | 99.89% |